Order and chaos in soft condensed matter

Soft matter, like colloidal suspensions and surfactant gels, exhibit strong response to modest external perturbations. This paper reviews our recent experiments on the nonlinear flow behaviour of surfactant worm-like micellar gels. A rich dynamic behaviour exhibiting regular, quasi-periodic, intermittency and chaos is observed. In particular, we have shown experimentally that the route to chaos is via Type-II intermittency in shear thinning worm-like micellar solution of cetyltrimethylammonium tosylate where the strength of flow-concentration coupling is tuned by the addition of sodium chloride. A Poincaré first return map of the time series and the probability distribution of laminar length between burst events show that our data are consistent with Type-II intermittency. The existence of a ‘Butterfly’ intensity pattern in small angle light scattering (SALS) measurements performed simultaneously with the rheological measurements confirms the coupling of flow to concentration fluctuations in the system under study. The scattered depolarised intensity in SALS, sensitive to orientational order fluctuations, shows the same time-dependence (like intermittency) as that of shear stress.     

Spatiotemporal dynamics of shear induced bands en route to rheochaos

We show experimentally that the route to rheochaos in shear rate relaxation measurements is via Type-III intermittency and mixed mode oscillations in the shear-thinning wormlike micellar system of cetyltrimethylammonium tosylate in the presence of salt sodium chloride. Depolarised small angle light scattering measurements performed during flow show that scattered intensity temporally follows the shear rate/stress dynamics and portrays the crucial role played by nematic ordering. Direct visualization of the gap of the Couette cell, illuminated by an unpolarised laser sheet, in the (vorticity, velocity gradient) plane shows that the spatiotemporal dynamics of the shear induced structures is closely related to the temporal behaviour of shear rate/stress fluctuations.     

Analytical Study of Giant Fluctuations and Temporal Intermittency

We study analytically giant fluctuations and temporal intermittency in a stochastic one-dimensional model with diffusion and aggregation of masses in the bulk, along with influx of single particles and outflux of aggregates at the boundaries. We calculate various static and dynamical properties of the total mass in the system for both biased and unbiased movement of particles and different boundary conditions. These calculations show that (i) in the unbiased case, the total mass has a non-Gaussian distribution and shows giant fluctuations which scale as system size (ii) in all the cases, the system shows strong intermittency in time, which is manifested in the anomalous scaling of the dynamical structure functions of the total mass. The results are derived by taking a continuum limit in space and agree well with numerical simulations performed on the discrete lattice. The analytic results obtained here are typical of the full phase of a more general model with fragmentation, which was studied earlier using numerical simulations.     

Intermittency of the density fluctuations and its influence on the radial transport in the boundary of J-TEXT

To improve the understanding of the turbulence intermittency,a detailed investigation of the intermittency of the density fluctuations has been performed in the boundary of J-TEXT.The intermittency of the density fluctuations and its influence on the radial transport are reported.The probability distribution functions of the density fluctuations are not scale-invariant,being inconsistent with the self-organized criticality hypothesis.The underlying dynamics of the intermittency are detected using the quiet-time statistical method.The probability distribution function of the quiet times shows double-power-law regions,indicating the existence of correlations between the successive burst events.     

Simulations of large acoustic scintillations in the straits of Florida

Using a full-wave acoustic model, Monte Carlo numerical studies of intensity fluctuations in a realistic shallow water environment that simulates the Straits of Florida, including internal wave fluctuations and bottom roughness, have been performed. Results show that the sound intensity at distant receivers scintillates dramatically. The acoustic scintillation index SI increases rapidly with propagation range and is significantly greater than unity at ranges beyond about 10 km. This result supports a theoretical prediction by one of the authors. Statistical analyses show that the distribution of intensity of the random wave field saturates to the expected Rayleigh distribution with SI= 1 at short range due to multipath interference effects, and then SI continues to increase to large values. This effect, which is denoted supersaturation, is universal at long ranges in waveguides having lossy boundaries (where there is differential mode attenuation). The intensity distribution approaches a log-normal distribution to an excellent approximation; it may not be a universal distribution and comparison is also made to a K distribution. The long tails of the log-normal distribution cause "acoustic intermittency" in which very high, but rare, intensities occur.     

Role of the zonal flow in multi-scale multi-mode turbulence with small-scale shear flow in tokamak plasmas

The structural characteristics of zonal flows and their roles in the nonlinear interaction of multi-scale multi-mode turbulence are investigated numerically via a self-consistent Landau-fluid model. The multi-mode turbulence here is composed of a shorter wavelength electromagnetic (EM) ion temperature gradient (ITG) mode and a Kelvin-Helmholtz (KH) instability with long wavelengths excited by externally imposed small-scale shear flows. For strong shear flow, a prominent periodic intermittency of fluctuation intensity except for dominant ITG component is revealed in turbulence evolution, which onset time depends on the ion temperature gradient and the shear flow amplitudes corresponding to different KH instabilities. It is identified that the intermittency phenomenon results from the zonal flow dynamics, which is mainly generated by the KH mode and back-reacts on it. It is demonstrated that the odd symmetric components of zonal flow (same symmetry as the external flow) make the radial parity of the KH mode alteration through adjusting the drift velocities at two sides of the resonant surface so that the KH mode becomes bursty first. Afterwards, the ITG intermittency follows due to nonlinear mode coupling. Parametric dependences of the features of the intermittency are elaborated. Finally, associated turbulent heat transport is evaluated.     

Sound-wave coherence in atmospheric turbulence with intrinsic and global intermittency

The coherence function of sound waves propagating through an intermittently turbulent atmosphere is calculated theoretically. Intermittency mechanisms due to both the turbulent energy cascade (intrinsic intermittency) and spatially uneven production (global intermittency) are modeled using ensembles of quasiwavelets (QWs), which are analogous to turbulent eddies. The intrinsic intermittency is associated with decreasing spatial density (packing fraction) of the QWs with decreasing size. Global intermittency is introduced by allowing the local strength of the turbulence, as manifested by the amplitudes of the QWs, to vary in space according to superimposed Markov processes. The resulting turbulence spectrum is then used to evaluate the coherence function of a plane sound wave undergoing line-of-sight propagation. Predictions are made by a general simulation method and by an analytical derivation valid in the limit of Gaussian fluctuations in signal phase. It is shown that the average coherence function increases as a result of both intrinsic and global intermittency. When global intermittency is very strong, signal phase fluctuations become highly non-Gaussian and the average coherence is dominated by episodes with weak turbulence.     

Generation of small-scale structures in well-developed turbulence

The incompressible Navier-Stokes equations are considered in the limit of infinite Reynolds number. Flow instability is supposed to give rise to steady large-scale structures. The onset and development of small-scale turbulence is analyzed. It is shown that the developing small-scale fluctuations are characterized by intermittency. The highest intensity of vorticity fluctuations is attained in vortex filaments. The solution obtained is used to calculate the velocity pair correlation function in the limit of r → 0. The result agrees with the Kolmogorov law K(r) ∝ r ^2/3.     

Bunching and antibunching in the fluorescence of semiconductor nanocrystals

The fluorescence of single-colloidal CdSe quantum dots is investigated at room temperature by means of the autocorrelation function over a time scale of almost 12 orders of magnitude. Over a short time scale, the autocorrelation function shows complete antibunching, indicating single-photon emission and atomiclike behavior. Over longer time scales (up to tens of seconds), we measure a bunching effect that is due to fluorescence intermittency and that cannot be described by fluctuations between two states with constant rates. The autocorrelation function also exhibits nonstationary behavior related to power-law distributions of On and Off times.     

Fluctuations of moments of density in random cascade models

It is suggested that measurements of fluctuations of the moments of particle density may be helpful in the search for the origin of intermittency. These fluctuations are calculated for the random cascade model. They are related to the moments themselves by relations, which do not depend on the parameters of the model and thus provide a valuable test of random cascading. A simple method of comparing the predictions with experiment is proposed.     

Conditional Detection of Fluctuations of Light from an Optical Cavity with One Atom

Fluctuations of light provide a window on the underlying quantum dynamical evolution of the source emitting light. Emission of a photon by a source signals quantum fluctuations in progress. Hence a measurement that is conditioned upon a photodetection allows us to follow the time evolution of the fluctuations and the framework of conditioned measurements provides a powerful conceptual tool for understanding nonclassical features of quantum dynamics. We discuss the connection between quantum dynamics and photon fluctuations in terms of conditional measurements of intensity and field quadratures of light from a single atom in an optical cavity. Using the Fokker- Planck equation for a single atom in a high-Q cavity, we describe the light from the cavity in terms of Gaussian random variables and a coherent component. These are used to study conditional measurements of intensity and quadrature squeezing. It is found that when the coherent component is completely removed conditional light intensity shows large fluctuations, whereas conditional squeezing exhibits strong nonclassical behavior. Indeed both field quadratures exhibit nonclassical behavior. On the other hand a small coherent component results in a sizable reduction in intensity fluctuations and small squeezing.     

On-off intermittency in continuum systems driven by Lorenz system

Previous studies of on-off intermittency in continuum systems are generally in the synchronization of identical chaotic oscillators or in the nonlinear systems driven by the Duffing oscillator. In this paper, one-state on-off intermittency and two-state on-off intermittency are observed in two five-dimensional continuum systems, respectively. The systems have skew product structure in which a two-dimensional subsystem is driven by the well-known Lorenz chaotic system. Moreover, the phenomenon of intermingled basins is observed below the blowout bifurcation. The statistical properties of the intermittency in the systems are investigated. It is shown that the distribution of the laminar phase duration time follows a power law, and that of the burst phase amplitude shows a −1 power law, which coincide with the basic statistical characteristics of on-off intermittency.     

Wave-number spectra and intermittency in the terrestrial foreshock region

Wave-number spectra of magnetic field fluctuations are directly determined in the terrestrial foreshock region (upstream of a quasiparallel collisionless shock wave) using four-point Cluster spacecraft measurements. The spectral curve is characterized by three ranges reminiscent of turbulence: energy injection, inertial, and dissipation range. The spectral index for the inertial range spectrum is close to Kolmogorov's slope, -5/3. On the other hand, the fluctuations are highly anisotropic and intermittent perpendicular to the mean magnetic field direction. These results suggest that the foreshock is in a weakly turbulent and intermittent state in which parallel propagating Alfvén waves interact with one another, resulting in the phase coherence or the intermittency.     

Observation of avalanchelike phenomena in a magnetically confined plasma

Electron temperature fluctuations seen in a magnetically confined tokamak plasma have some of the characteristics of the avalanchelike events sometimes associated with self-organized criticality, including intermittency, large space and time scales, " 1/f" spectra, large tails in the autocorrelation function, and clear evidence of radial propagation.     

Small scale intermittency and bursting in a turbulent channel flow

The statistical properties of the streamwise velocity fluctuations in a fully developed turbulent channel flow are studied experimentally by means of single hot wire measurements. The intermittency features, studied through the scaling of the moments of the velocity structure function computed using the extended self- similarity and through the probability density function of the wavelet coefficients, are found to be dependent on the distance from the wall. The maximum intermittency effects are observed in the region between the buffer layer and the inner part of the logarithmic region where it is known that the bursting phenomenon, related to coherent structures such as low speed streaks and streamwise vortices, is the dominant dynamical feature. An eduction technique based on wavelet transform for identification of organized motion is developed and used to analyze the turbulent signals. Streamwise velocity conditional averages computed on events educed with the proposed method are reported. Events responsible for intermittency are found to consist of regions of high velocity gradients and are directly correlated with the observed increase of intermittency close to the wall.     

Energy spectra of turbulent sound waves

The dynamics of an irrotational compressible flow is considered in several space dimensions both theoretically and by numerical experiments. First we derive the nonlinear scalar wave equation (9) describing sound waves of small amplitude and small dissipation. The associated weak-turbulence equations in the limit of zero dissipation are solved by exact stationary power laws for the spectrum. But the numerical solutions of the inviscid equation (9) show the tendency of breaking down after a finite time, leading to shock spectra instead of the weak-turbulence spectra. This shows that an asymptotic analysis of cumulants does not account for intermittency effects.Finally it is argued that for the inviscid case no other closure of the hierarchy can take intermittency into account.     

Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations

Maximum likelihood estimation techniques for multifractal processes are applied to high-frequency data in order to quantify intermittency in the fluctuations of asset prices. From time records as short as one month these methods permit extraction of a meaningful intermittency parameter λ$\lambda$ characterising the degree of volatility clustering. We can therefore study the time evolution of volatility clustering and test the statistical significance of this variability. By analysing data from the Oslo Stock Exchange, and comparing the results with the investment grade spread, we find that the estimates of λ$\lambda$ are lower at times of high market uncertainty.     

Solar flare intermittency and the earth's temperature anomalies

We argue that Earth's short-term temperature anomalies and the solar flare intermittency are linked. The analysis is based upon the study of the scaling of both the spreading and the entropy of the diffusion generated by the fluctuations of the temperature time series. The joint use of these two methods evidences the presence of a Lévy component in the temporal persistence of the temperature data sets that corresponds to the one that would be induced by the solar flare intermittency. The mean monthly temperature data sets cover the period from 1856 to 2002.     

Multifractal structure of fully developed hydrodynamic turbulence. I. Kolmogorov's third hypothesis revisited

We discuss intermittency effects in fully developed hydrodynamic turbulence. It is shown that the application of the bounded log-normal distribution to the fluctuations of the local energy dissipation rate resolves some basic difficulties related to Kolmogorov's third hypothesis and gives a good agreement with experiment. The nonlinear interaction of the large-scale and inertial-range turbulent pulsations of the velocities may explain the observable characteristics of the intermittency. We give also a detailed comparison of the results obtained with the use of the bounded log-normal distribution with that obtained in the framework of the homogeneous and random-models, a two-scale Cantor set approximation, and the original unbounded log-normal distribution suggested by Kolmogorov and Obukhov.     

Fluctuations of Single-Mode Laser Driven by Two Different Kinds of Colored Noise

A single-mode laser with coupling between additive and multiplicative noise terms is investigated when the multiplicative noise and the coupling between two noise terms are colored fluctuations with finite correlation times T1 and τ2. Combining the unified colored noise approximation (UCNA) and the functional analysis, the stationary probability distribution (SPD) and the variance of the laser intensity is derived. It is found that the colored nature of multiplicative noise and the coupling strength between two noise terms can affect both the structure and the height of the SPD, while the colored nature of the coupling between two noise terms can only affect the height of the SPD. The multiplicative noise can enhance the intensity fluctuations while the additive noise can reduce the fluctuations in a laser system. Numerical simulations are presented and consistent to the analytical results.